Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques

Physica A: Statistical Mechanics and its Applications

Volumn 444, Issue , 2016, Pages 388-396

  Lahmiri, Salim ^a  

^a ESCA School of Management   (Morocco)

Author keywords

Continuous wavelet transform; Empirical mode decomposition; Feedforward network; Forecasting; Interest rate daily variation; Variational mode decomposition

Indexed keywords

FORECASTING; MEAN SQUARE ERROR; MULTIRESOLUTION ANALYSIS; PARTICLE SWARM OPTIMIZATION (PSO); RANDOM PROCESSES; SOFT COMPUTING; VARIATIONAL TECHNIQUES; WAVELET DECOMPOSITION;

CONTINUOUS WAVELET TRANSFORM; DAILY VARIATIONS; EMPIRICAL MODE DECOMPOSITION; FEED-FORWARD NETWORK; MODE DECOMPOSITION;

FEEDFORWARD NEURAL NETWORKS;

EID: 84945945078     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2015.09.061     Document Type: Article

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